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Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001575962
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Gram-Charlier densities
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 25 (2001) 10, pp. 1457-1483
Persistent link: https://www.econbiz.de/10001603779
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Reading PIBOR futures options smiles : the 1997 snap election
Coutant, Sophie; Jondeau, Eric; Rockinger, Michael - In: Journal of banking & finance 25 (2001) 11, pp. 1957-1987
Persistent link: https://www.econbiz.de/10001617901
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Conditional dependency of financial series : an application of copulas
Rockinger, Michael; Jondeau, Eric - 2001
Persistent link: https://www.econbiz.de/10001564642
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - In: Journal of empirical finance 10 (2003) 5, pp. 559-581
Persistent link: https://www.econbiz.de/10001806965
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Asset allocation in transition economies
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001827664
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Testing for differences in the tails of stock-market returns
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629391
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Portfolio allocation in transition economies
Jondeau, Eric; Rockinger, Michael - 2001
Persistent link: https://www.econbiz.de/10001629392
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Conditional volatility, skewness, and kurtosis : existence, persistence, and comovements
Jondeau, Eric; Rockinger, Michael - In: Journal of economic dynamics & control 27 (2003) 10, pp. 1699-1737
Persistent link: https://www.econbiz.de/10001755410
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Conditional dependency of financial series : the copula-GARCH model
Jondeau, Eric (contributor); Rockinger, Michael (contributor) - 2002 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001791437